+527.5%
APP vs RY
+160.1%
+367.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.1% |
| 7D | +4.6% | +0.6% | +4.0% | +4.0% |
| 30D | +56.0% | +5.0% | +51.0% | +46.3% |
| 3M | +30.8% | -5.3% | +36.2% | +37.9% |
| 6M | -9.8% | +13.8% | -23.6% | -23.6% |
| YTD | -39.3% | +21.0% | -60.2% | -51.6% |
| 1Y | -26.4% | +40.5% | -66.9% | -50.5% |
| 3Y | +887.9% | +159.7% | +728.3% | +230.0% |
| 5Y | +264.1% | +124.3% | +139.8% | +46.5% |
| All | +527.5% | +160.1% | +367.3% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling